Abstract
Let F n denote the distribution function of the normalized sum of n i.i.d. random variables. In this paper, polynomial rates of approximation of F n by the corrected normal laws are considered in the model where the underlying distribution has a convolution structure. As a basic tool, the convergence part of Khinchine’s theorem in metric theory of Diophantine approximations is extended to the class of product characteristic functions.
Original language | English (US) |
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Pages (from-to) | 1616-1633 |
Number of pages | 18 |
Journal | Annals of Statistics |
Volume | 47 |
Issue number | 3 |
DOIs | |
State | Published - Jan 2019 |
Bibliographical note
Publisher Copyright:© Institute of Mathematical Statistics, 2019.
Keywords
- Central limit theorem
- Edgeworth approximations